---
title: Optimal Option Market Making and Volatility Arbitrage
url: https://www.ml-quant.com/papers/ssrn/4729290/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4729290
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4729290
featured: 2024-02-21
citations: 1
topic: Derivatives & Volatility
---


# Optimal Option Market Making and Volatility Arbitrage

A novel market making model for options trading has been introduced, considering trader's volatility views and incorporating features like trading position limit, risk control, and simultaneous market making of multiple options.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4729290
- Identifier: SSRN 4729290
- Released: 2024-02-16
- First featured: Quant Letter No. 38 (2024-02-21): https://www.ml-quant.com/issues/2024-02-21/
- Citations (Semantic Scholar): 1
- Published in: not yet
- Topic: Derivatives & Volatility

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